Senior Quantitative Analyst H/F
Misys is one of the world’s leading producers of financial services software, providing the broadest and deepest portfolio of products on the market. We are helping to transform the global financial services industry by making financial institutions more resilient, more efficient, and more competitive. Over the past three years Misys has delivered 73 product releases, launched five new products, won over 40 awards, acquired IND to tap into digital channels, CCS to expand our lending offering and closed over 1,000 deals while gaining over 60 new customers.
Misys solutions are used by some of the world's leading financial institutions!
• Including 48 of the world's 50 largest banks
• 16 of the top 25 syndicated loan book runners
• 12 of the top 20 asset managers
• More than 90 asset managers and hedge funds
Why work for Misys?
Misys believes in empowering its people by providing the necessary tools they need to achieve success. Whether it is developing a new product, writing new software, building relationships with clients, or recruiting the best talent, rest assured that with Misys, the future is yours to shape. Our expansive network allows us to provide opportunities for growth in and outside of our organization. Be a part of a team of people who value and challenge you. If employed at Misys, you will work with people who are leading the financial services industry in innovation.
• A full time job within a dynamic team
• Social package from day one of employment:
• Meal Allowance
• Transportation reimbursement
• Medical, dental, and vision
• Disability and retirement benefit
• Profit sharing & Savings schemes
• Works council welfare
• International career opportunities
• Additional vacation days, one day after working for 5 years with Misys and every 5 years up to 20 years of service
• Flexible working hours
• Competitive employee referral program
What will you contribute?
As part of the quantitative analyst team in Paris, you will play an important role in the implementation of a financial library used by various in-house applications.
The main focus of the team is to provide quantitative models and numerical methods across all the asset classes and areas (Interest rates, Foreign Exchange, Equity, Credit, Inflation, Commodities, Financial Modeling and Market Risk).
Pricers are developed using innovative technologies, like Domain Specific Language (DSL) for pricing and distribution on Graphical cards (GPU).
Responsibilities & Deliverables:
As a Senior Quantitative Analyst, your responsibilities will include, but are not limited to, the following:
• Design fast and stable algorithms adapted to our in-house technology
• Research and implementation of new models
• Study of the most relevant models
• Implementation of calibration algorithms
• Implementation of new pricers
• Analysis of structured payoffs
• Implementation of analytics
• Review of the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated
• Provide recommendations specific to clients’ business cases
• Implementation in in-house Groovy based language and Java
Skills & Requirements
• At least 3 years of experience in quantitative analysis
• Postgraduate educated - Maths, Physics, Engineering, Statistics
• Knowledge of stochastic calculus and financial models
• Knowledge of at least one asset class - interest rate, FX, inflation products etc.
• Experience delivering pricing models
• Skills related to modelling and related programming and the ability to build complex models
• Java programming skills are a plus
• Have demonstrable skills in designing effective numerical solutions
• Have very good communication skills
• Team player
• Must be motivated and willing to learn and evolve in an international and stimulating environment
Our Application Process:
1. HR phone screen: as a prep, learn more on the position you are interested in and Misys as a company.
2. Complete our online cognitive and personality assessments.
3. HR interview: tell us more about your experience
4. Department interview: meet the hiring manager during an in-person interview.
Feedback after the interview will be provided! Good luck!